+52.3%
LVS vs ROK
+1,355.7%
-1,303.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.2% |
| 7D | -1.5% | +0.7% | -2.2% | -1.9% |
| 30D | -3.2% | -3.3% | +0.1% | -1.2% |
| 3M | -12.0% | -5.9% | -6.1% | -9.6% |
| 6M | -19.9% | +13.9% | -33.8% | -28.3% |
| YTD | -30.6% | +12.6% | -43.2% | -38.3% |
| 1Y | -17.7% | +28.6% | -46.3% | -33.4% |
| 3Y | -14.2% | +45.1% | -59.3% | -40.4% |
| 5Y | +9.6% | +45.6% | -35.9% | -28.5% |
| 10Y | +5.7% | +345.0% | -339.4% | -73.7% |
| All | +52.3% | +1,355.7% | -1,303.5% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling